Momenta Pharmaceuticals Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9687 | 6.28 | |
| 0.2731 | 5.00 | |
| 0.4645 | 5.90 | |
| -0.0163 | -0.18 | |
| 0.0031 | 0.02 | |
| -0.0502 | -0.37 | |
| 0.1912 | 1.61 | |
| -0.1864 | -1.76 | |
| 0.0554 | 0.69 |
Estimation Period:
Jun 22, 2004 to Sep 25, 2020
Jun 22, 2004 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
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